+173.8%
ET vs TRU
+147.2%
+26.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | +0.2% | -2.7% | +3.0% | +1.0% |
| 30D | +2.9% | -2.0% | +4.9% | +3.2% |
| 3M | +16.8% | +18.4% | -1.6% | +10.5% |
| 6M | +18.9% | +8.9% | +10.0% | +14.3% |
| YTD | +37.7% | -8.9% | +46.6% | +38.4% |
| 1Y | +32.4% | -15.9% | +48.3% | +35.5% |
| 3Y | +99.5% | -1.1% | +100.6% | +84.4% |
| 5Y | +244.0% | -35.2% | +279.1% | +268.3% |
| All | +173.8% | +147.2% | +26.6% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling